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Report NEP-ECM-2004-11-22
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Hirukawa Masayuki, 2004, "A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Working Papers, Concordia University, Department of Economics, number 04005, Sep.
- Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004, "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0403, May.
- Item repec:wvu:wpaper:04-07 is not listed on IDEAS anymore
- Baíllo, Amparo & Cuevas, Antonio, 2004, "Image estimators based on marked bins," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws045114, Nov.
- Fabio Busetti, 2004, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics, University Library of Munich, Germany, number 0411003, Nov.
- Corrado Crocetta & Nicola Loperfido, 2004, "A sign-based estimator for correlation between financial returns," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 20-2004, Nov.
- C. Lanier Benkard & Steven Berry, , "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1482.
- Jonathan B. Hill, 2004, "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics, University Library of Munich, Germany, number 0411014, Nov, revised 04 Nov 2005.
- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004, "Model Uncertainty and Policy Evaluation: Some Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 10916, Nov.
- Patrick Bajari & Han Hong & Stephen Ryan, 2004, "Identification and Estimation of Discrete Games of Complete Information," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0301, Oct.
- Artur C. B. da Silva Lopes & Antonio Montañés, 2004, "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics, University Library of Munich, Germany, number 0411010, Nov.
- G. Everaert & L. Pozzi, 2004, "Bootstrap Based Bias Correction for Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/263, Oct.
- Emmanuel Guerre & Pascal Lavergne, 2004, "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics, University Library of Munich, Germany, number 0411008, Nov.
- Tommaso Proietti, 2004, "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics, University Library of Munich, Germany, number 0411012, Nov.
- Germán Coloma, 2004, "Econometric Estimation of PCAIDS Models," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 276, Nov.
- Corrado Crocetta & Nicola Loperfido, 2004, "A note on the Exact Sampling Distribution of L-Statistics," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 19-2004, Nov.
- Michael Jansson & Marcelo J. Moreira, 2004, "Optimal Inference in Regression Models with Nearly Integrated Regressors," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0303, Nov.
- Johnson, Paul & Durlauf, Steven N & Temple, Johnathan R. W., 2004, "Growth Econometrics," Vassar College Department of Economics Working Paper Series, Vassar College Department of Economics, number 61, Oct.
- Tommaso Proietti, 2004, "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics, University Library of Munich, Germany, number 0411011, Nov.
- Jan F. Bjørnstad & Elinor Ytterstad, 2004, "Two-Stage Sampling from a Prediction Point of View," Discussion Papers, Statistics Norway, Research Department, number 383, Aug.
- Marwan Chacra & Maral Kichian, 2004, "A Forecasting Model for Inventory Investments in Canada," Staff Working Papers, Bank of Canada, number 04-39, DOI: 10.34989/swp-2004-39.
- Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004, "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0302, Nov.